Supported Channels

L3_BOOK - Price aggregated orders. Like the L2 book, some exchanges may only provide partial depth.

TRADES - Note this reports the taker's side, even for exchanges that report the maker side

TICKER

VOLUME

FUNDING

BOOK_DELTA - Subscribed to with L2 or L3 books, receive book deltas rather than the entire book on updates. Full updates will be periodically sent on the L2 or L3 channel. If BOOK_DELTA is enabled, only L2 or L3 book can be enabled, not both. To received both create two feedhandler objects. Not all exchanges support, as some exchanges send complete books on every update.

Backends

Cryptofeeds supports backend callbacks that will write directly to storage or other interfaces